According to Wikipedia, filming began in Bannack State Park, 25 miles southwest of Dillon. After scouting many different states in the west, they choose Montana to film the movie, because of the authenticity that would bring to the project. More than a 100 locals were used as extras.

The film was also shown at the Montana Film Festival in October. According to their website;

"Bill Pullman stars as Lefty Brown, a 63-year old sidekick. Loyal, crotchety and rarely taken seriously, he’s ridden with Western legend Eddie Johnson for his entire adult life. Now Johnson has been appointed Senator of Montana, and despite the objections of his spirited wife Laura, he plans to leave Lefty in charge of his ranch. But when a rustler kills Johnson, Lefty is forced from his partner’s shadow."

Other locations includes Nevada City, Virginia City & Harrison. Filming lasted for 20 days. The film had its world premiere at South by Southwest in March. It will premier exclusively on Direct TV on December 9, and will be released in select theaters on December 15.